110818 Programs from 'Statistical Computation' Version: December
Submitted by: J.H. Maindonald, Applied Maths Div, DSIR, Auckland, New
Operating System: RT-11 V5, VAX/VMS V4 Source Language: BASIC-11
Memory Required: (MULREG & NORMEQ) 18500B, other programs much less
Abstract: Apart from one omission and three additions (marked with *),
these are the programs listed in chapters 9 and 10 of
Maindonald, J.H. (1984): 'Statistical Computation'. Wiley,
. MULREG and NORMEQ: These two alternative programs use modern
algorithms to handle multiple regression calculations.
MULREG uses Givens rotations, avoiding NORMEQ's explicit
formation of the normal equations. There are minor
improvements on the listings in 'Statistical Computation'.
. GAMMA*: Evaluate log n!
. GAUSS*, GAUSS1, GAU12, GAUSS3, GAUSS4, and GAUI5: These
approximate the cumulative normal or its inverse.
. CHISQ6: Approximates the cumulative chi-square
. TDIS7 and TINV8: Approximate the cumulative t-distribution
and its inverse.
. F* and FDIS9: These approximate the cumulative
. FDIS10: Approximates the non-central F-distribution.
. BINLIM: Approximate binomial confidence limits.
. CORREL: Confidence limits for the product-moment
. SVD: Singular value decomposition, using Nash and
Lefkovitch's modification of method due to Kaiser.
Media (Service Charge Code): One RX01 Diskette (KA) Format: RT-11,
600' Magnetic Tape (MA) Format: RT-11
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Created: December 26, 1998